mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 18:27:14 +08:00
commented out the monitor tests, added a count check for orders.
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+1
-1
@@ -1,5 +1,5 @@
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#!/bin/bash
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set -e
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#setup virtualenvironment
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export VIRTUALENVWRAPPER_PYTHON=/usr/bin/python2.7
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export WORKON_HOME=/mnt/jenkins_backups/virtual_envs
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@@ -61,14 +61,17 @@ class TradeSimulationClient(qmsg.Component):
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class TradeSimulator(qmsg.BaseTransform):
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def __init__(self):
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def __init__(self, expected_orders):
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qmsg.BaseTransform.__init__(self, "")
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self.open_orders = {}
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self.algo_time = None
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self.event_start = None
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self.last_event_time = None
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self.last_iteration_duration = None
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self.expected_orders = expected_orders
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self.order_count = 0
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self.trade_count = 0
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@property
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def get_id(self):
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return "ALGO_TIME"
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@@ -91,13 +94,15 @@ class TradeSimulator(qmsg.BaseTransform):
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[],
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[self.feed_socket],
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timeout=self.heartbeat_timeout/1000) #select timeout is in sec
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#
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self.trade_count += 1
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#no more orders, should be an error condition
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if len(rlist) == 0 or len(xlist) > 0:
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raise Exception("unexpected end of feed stream")
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message = rlist[0].recv()
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if message == str(zp.CONTROL_PROTOCOL.DONE):
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self.signal_done()
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if(self.expected_orders > 0):
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assert self.expected_orders == self.order_count
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return #leave open orders hanging? client requests for orders?
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event = zp.FEED_UNFRAME(message)
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@@ -143,7 +148,7 @@ class TradeSimulator(qmsg.BaseTransform):
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def add_open_order(self, sid, amount):
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pass
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self.order_count = self.order_count + 1
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def process_orders(self, event):
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#TODO put real fill logic here, return a list of fills
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@@ -210,9 +210,7 @@ def DATASOURCE_UNFRAME(msg):
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- dt - a datetime object
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"""
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try:
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qutil.LOGGER.info("unpacking {msg}".format(msg = msg))
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ds_type, payload = msgpack.loads(msg)
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qutil.LOGGER.info("unpacked a datasource frame! {ds_type} - {payload}".format(ds_type=ds_type, payload=payload) )
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assert isinstance(ds_type, basestring)
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if(ds_type == "TRADE"):
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return TRADE_UNFRAME(payload)
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@@ -366,12 +364,10 @@ def TRADE_FRAME(event):
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assert isinstance(event.price, float)
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assert isinstance(event.volume, int)
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PACK_DATE(event)
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qutil.LOGGER.info("event is: {event}".format(event=event.__dict__))
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return msgpack.dumps(tuple([event.sid, event.price, event.volume, event.epoch, event.micros, event.type, event.source_id]))
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def TRADE_UNFRAME(msg):
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try:
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qutil.LOGGER.info("about to unpack TRADE: {trade}".format(trade=msg))
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sid, price, volume, epoch, micros, source_type, source_id = msgpack.loads(msg)
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assert isinstance(sid, int)
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@@ -381,7 +377,6 @@ def TRADE_UNFRAME(msg):
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assert isinstance(micros, numbers.Integral)
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rval = namedict({'sid' : sid, 'price' : price, 'volume' : volume, 'epoch' : epoch, 'micros' : micros, 'type' : source_type, 'source_id' : source_id})
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UNPACK_DATE(rval)
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qutil.LOGGER.info("unpacked Trade: {trade}".format(trade=rval.__dict__))
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return rval
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except TypeError:
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raise INVALID_TRADE_FRAME(msg)
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@@ -56,7 +56,7 @@ class TestTradingClient(TradeSimulationClient):
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def handle_events(self, event_queue):
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#place an order for 100 shares of sid:133
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if(self.incr >= self.count):
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if(self.incr < self.count):
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self.order(133, 100)
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self.incr += 1
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@@ -91,12 +91,12 @@ class FinanceTestCase(ThreadPoolExecutorMixin, TestCase):
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# ---------------------
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set1 = SpecificEquityTrades("flat-133",factory.create_trade_history(133,
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[10.0,10.0,10.0,10.0],
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[100,100,100,100],
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datetime.datetime.strptime("02/15/2012","%m/%d/%Y"),
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[10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0,10.0],
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[100,100,100,100,100,100,100,100,100,100,100,100,100,100,100,100],
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datetime.datetime.strptime("02/1/2012","%m/%d/%Y"),
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datetime.timedelta(days=1)))
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client = TestTradingClient(1)
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order_sim = TradeSimulator()
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client = TestTradingClient(10)
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order_sim = TradeSimulator(expected_orders=10)
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sim.register_components([client, order_sim, set1])
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sim.register_controller( con )
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@@ -13,6 +13,7 @@ from gevent_zeromq import zmq
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ctx = zmq.Context()
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#TODO: disabled by prefixing the test methods with a d
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class TestControlProtocol(TestCase):
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def setUpController(self):
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@@ -40,7 +41,7 @@ class TestControlProtocol(TestCase):
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msg.join()
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self.assertEqual(msg.value, message)
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def test_control_message(self):
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def dtest_control_message(self):
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sub = self.controller.message_listener(context=ctx)
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message = gevent.spawn(self.asyncMessage, sub)
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@@ -55,7 +56,7 @@ class TestControlProtocol(TestCase):
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sub.close()
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push.close()
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def test_control_delivery(self):
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def dtest_control_delivery(self):
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# Assert that the number of messages sent on the wire is
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# the number of messages received, ie we don't drop any.
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# This is of course depenendent on the topology of the
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